Combination reaction is also called exothermic reaction and example of exothermic reaction is burning of natural gas so, can we says that burning of natural gas is also an example of combination reaction ??

Dear student,

Most of the combination reactions are exothermic in nature but not all exothermic reactions are combination reactions. 
The burning of natural gas is an exothermic reaction. The reaction is as follows- 
CH_4 (g) + 2O_{2 (g) →}      CO_2 (g) + 2H₂O _(g)

The above reaction is a type of combustion reaction, not a type of combination reaction.

Hence, all exothermic reactions are not combination reactions but most of the combination reactions are exothermic in nature.

Regards